High52 · Momentum · George and Hwang (2004)

52 week high

Long minus short quintile portfolio, value-weighted, market-adjusted. Quarterly, 1926Q3 to 2024Q4.

Expected return · posterior mean, % per quarter
Next quarter
1.60%
95% interval 0.85% to 2.33%
Next year
1.59%
95% interval 0.85% to 2.33%
Next five years
1.57%
95% interval 0.80% to 2.34%

The original paper used a sort or weighting that matches no uniform quintile or decile portfolio. Original paper: custom sort shows that series.

Cumulative market-adjusted return

+20,945% since 1926Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q3–2024Q4 6.68% 15.24% 0.44 4.35
2020Q1–2024Q4 8.87% 23.35% 0.38 0.85
2024Q1–2024Q4 27.44% 17.99% 1.53 1.53

Forecast Sharpe ratio, per quarter

Horizon Mean 95% interval P(neg)
Next quarter 0.209 0.112 – 0.307 0.00
Next year 0.209 0.111 – 0.307 0.00
Next five years 0.206 0.105 – 0.307 0.00
Category
Momentum
Form
Continuous
Data
Price
Predicted sign
Positive
Original sample
1963–2001